+100.5%
ENB vs STLA
+46.8%
+53.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -1.1% | -5.2% | +4.1% | -0.2% |
| 3M | -8.5% | -24.9% | +16.4% | -3.2% |
| 6M | -4.5% | -25.2% | +20.6% | +0.2% |
| YTD | +9.1% | -51.4% | +60.5% | +25.1% |
| 1Y | +8.0% | -40.7% | +48.7% | +16.3% |
| 3Y | +77.8% | -66.3% | +144.1% | +113.1% |
| 5Y | +69.4% | -63.2% | +132.6% | +90.6% |
| 10Y | +100.5% | +48.7% | +51.7% | +46.9% |
| All | +100.5% | +46.8% | +53.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling